Challenges are bonus missions that have certain completion requirements. There are 9 Challenges in each set, and completing all 9 yields a certain reward. Every time you complete a challenge, a new challenge will be given, and the difficulty will increase as well.
How to access Challenges
1. Tap on Challenges (on your home screen)
2. Tap the Magnifying Glass icon on the pop-up that appears.
A mission displayed in blue means you have completed it. Simply tap on the mission to claim its reward.
A mission that is grey means incomplete. Tap on it and view the info on how to complete it. You get extra rewards when you complete all 9 of them!
When claiming the mission rewards, the background reveals the bonus reward you will receive.